+6.3%
MAGS vs WOLF
-3.0%
+9.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.6% | +2.1% |
| 7D | -1.4% | -14.5% | +13.1% | -0.3% |
| 30D | -4.4% | -32.0% | +27.7% | -2.1% |
| 3M | +1.9% | -15.8% | +17.7% | +2.1% |
| 6M | +4.9% | -36.6% | +41.5% | +5.5% |
| YTD | +6.5% | +30.9% | -24.4% | -0.1% |
| 1Y | +6.3% | +4.1% | +2.2% | +0.8% |
| All | +6.3% | -3.0% | +9.3% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WOLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling